Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.339954 0.373294 0.409640 0.452409 0.501623 0.556795 0.623773
2025-02-16 0.295757 0.337940 0.386594 0.447472 0.522484 0.613067 0.732586
2025-02-23 0.258838 0.304355 0.359061 0.430752 0.523908 0.643342 0.812339
2025-03-02 0.229615 0.276097 0.333810 0.412315 0.518912 0.662727 0.879170
2025-03-09 0.214066 0.262912 0.325477 0.413738 0.538963 0.716977 1.003005
2025-03-16 0.205111 0.257046 0.325585 0.425781 0.574337 0.797190 1.181140
2025-03-23 0.195280 0.248946 0.321604 0.431171 0.600101 0.866281 1.356166
2025-03-30 0.185612 0.240148 0.315648 0.432675 0.619591 0.927796 1.531959
2025-04-06 0.175958 0.230561 0.307622 0.429974 0.631625 0.978138 1.698792
2025-04-13 0.163590 0.216261 0.291605 0.413287 0.618415 0.981719 1.771679
2025-04-20 0.157373 0.210413 0.287612 0.415085 0.636461 1.044754 1.988655
2025-04-27 0.151491 0.204648 0.283256 0.415746 0.652349 1.105994 2.220220
2025-05-04 0.144704 0.197341 0.276330 0.412036 0.660868 1.156156 2.448187
2025-05-11 0.139679 0.192388 0.272716 0.413558 0.679268 1.230360 2.769751
2025-05-18 0.132286 0.183403 0.262107 0.401994 0.671039 1.245093 2.928403
2025-05-25 0.124817 0.173945 0.250201 0.387216 0.654851 1.239221 3.023446
2025-06-01 0.121375 0.170601 0.248045 0.389742 0.673865 1.319296 3.435756
2025-06-08 0.119957 0.170344 0.250907 0.401599 0.713677 1.458920 4.143172
2025-06-15 0.117442 0.168181 0.250401 0.407048 0.740460 1.571888 4.832734
2025-06-22 0.114433 0.165062 0.248055 0.408730 0.759069 1.667433 5.526327
2025-06-29 0.110954 0.161008 0.243850 0.406410 0.768200 1.738422 6.166910
2025-07-06 0.105588 0.153625 0.233466 0.391070 0.745041 1.708805 6.256191
2025-07-13 0.103224 0.151147 0.231621 0.392798 0.763012 1.809897 7.189228